References contributed by pco326-12027
- Šustek, R. 2011. Monetary Business Cycle Accounting. Review of Economic Dynamics 14: 592–612.
Paper not yet in RePEc: Add citation now
Adolfson, M., J. Lindé, and M. Villani. 2007. Forecasting Performance of an Open Economy DSGE Model. Econometric Reviews 26: 289–328. Aguiar, M., and G. Gopinath. 2007. Emerging Market Business Cycles: The Cycle is the Trend. Journal of Political Economy 115: 69–102.
Andrle, M. 2008. The Role of Trends and Detrending in DSGE Models. MPRA Paper No. 13289.
Baele, L., G. Bekaert, S. Cho, K. Inghelbrecht, and A. Moreno. 2015. Macroeconomic Regimes. Journal of Monetary Economics 70: 51–71.
Baxter, M., and R. G. King. 1999. Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series. Review of Economics and Statistics 81: 575–593.
Beveridge, S., and C. R. Nelson. 1981. A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the ‘Business Cycle’. Journal of Monetary economics 7: 151–174.
Boivin, J., and M. Giannoni. 2006. Dsge Models in a Data-Rich Environment. Technical report, National Bureau of Economic Research.
Bouakez, H., E. Cardia, and F. J. Ruge-Murcia. 2005. Habit Formation and the Persistence of Monetary Shocks. Journal of Monetary Economics 52: 1073–1088.
- Brubakk, L., and T. Sveen. 2009. NEMO – a New Macro Model for Forecasting and Monetary Policy Analysis. Economic Bulletin (Norges Bank) 80.
Paper not yet in RePEc: Add citation now
Calvo, G. A. 1983. Staggered Prices in a Utility-Maximizing Framework. Journal of Monetary Economics 12: 383–398.
Canova, F. 1998. Detrending and Business Cycle Facts. Journal of Monetary Economics 41: 475–512.
Canova, F. 2014a. Bridging DSGE Models and the Raw Data. Journal of Monetary Economics 67: 1–15.
- Canova, F. 2014b. Bridging DSGE Models and the Raw Data. Working Paper.
Paper not yet in RePEc: Add citation now
Canova, F., and F. Ferroni. 2011. Multiple Filtering Devices for the Estimation of Cyclical DSGE Models. Quantitative Economics 2: 73–98.
- Caputo, R., L. Felipe, and J. P. M. Guzman. 2006. New Keynesian Models for Chile in the Inflation-Targeting Period: A Structural Investigation. Banco Central de Chile.
Paper not yet in RePEc: Add citation now
Chari, V. V., P. J. Kehoe, and E. R. McGrattan. 2009. New Keynesian Models: Not Yet Useful for Policy Analysis. American Economic Journal: Macroeconomics 1: 242–266.
Christiano, L. J., and T. J. Fitzgerald. 2003. The Band Pass Filter. International Economic Review 44: 435–465.
Christiano, L. J., M. Eichenbaum, and C. L. Evans. 2005. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy. Journal of Political Economy 113: 1–45.
Coenen, G., P. McAdam, and R. Straub. 2008. Tax Reform and Labour-Market Performance in the Euro Area: A Simulation-Based Analysis Using the New Area-Wide Model. Journal of Economic Dynamics and Control 32: 2543–2583.
Cogley, T. 2001. Estimating and Testing Rational Expectations Models when the Trend Specification is Uncertain. Journal of Economic Dynamics and Control 25: 1485–1525.
Cogley, T., and J. M. Nason. 1995. Effects of the Hodrick-Prescott Filter on Trend and Difference Stationary Time Series Implications for Business Cycle Research. Journal of Economic Dynamics and Control 19: 253–278.
Döpke, J., J. Dovern, U. Fritsche, and J. Slacalek. 2008. Sticky Information Phillips Curves: European Evidence. Journal of Money, Credit and Banking 40: 1513–1520.
Delle Chiaie, S. 2009. The Sensitivity of DSGE Models’ Results to Data Detrending. Austrian Central Bank.
Diebold, F. X., F. Schorfheide, and M. Shin. 2016. Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. Technical report, National Bureau of Economic Research.
Dorich, J., M. Johnston, R. Mendes, S. Murchison, and Y. Zhang. 2013. ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model. Bank of Canada Technical Report 100.
Dufourt, F. 2000. Dynamic General Equilibrium Models and the Beveridge-Nelson Facts. Technical report, Working Paper, EUREQUA-University of Paris 1.
Edge, R. M., M. T. Kiley, and J.-P. Laforte. 2010. A comparison of Forecast Performance between Federal Reserve Staff Forecasts, Simple Reduced-form Models, and a DSGE model. Journal of Applied Econometrics 25: 720–754.
- Florian, D., and C. Montoro. 2009. Development of MEGA-D: A DSGE Model for Policy Analysis. Central Reserve Bank of Peru.
Paper not yet in RePEc: Add citation now
Giannoni, M. P., and M. Woodford. 2003. How Forward-Looking is Optimal Monetary Policy? Journal of Money, Credit, and Banking 35: 1425–1469.
Gorodnichenko, Y., and S. Ng. 2010. Estimation of DSGE Models when the Data are Persistent. Journal of Monetary Economics 57: 325–340.
- Harrison, R., K. Nikolov, M. Quinn, G. Ramsay, A. Scott, and R. Thomas. 2005. The Bank of England Quarterly Model. Bank of England London.
Paper not yet in RePEc: Add citation now
Hodrick, R. J., and E. C. Prescott. 1997. Postwar US Business Cycles: An Empirical Investigation. Journal of Money, Credit, and Banking 29: 1–16.
Iacoviello, M., and S. Neri. 2010. Housing Market Spillovers: Evidence from an Estimated DSGE Model. American Economic Journal: Macroeconomics 2: 125–164.
Ireland, P. N. 2001. Sticky-Price Models of the Business Cycle: Specification and Stability. Journal of Monetary Economics 47: 3–18.
Jiang, M. 2016. By Force of Demand: Explaining Cyclical Fluctuations of International Trade and Government Spending. Journal of Economic Dynamics and Control 69: 249–267.
Justiniano, A., G. E. Primiceri, and A. Tambalotti. 2010. Investment Shocks and Business Cycles. Journal of Monetary Economics 57: 132–145.
Justiniano, A., G. E. Primiceri, and A. Tambalotti. 2011. Investment Shocks and the Relative Price of Investment. Review of Economic Dynamics 14: 102–121.
Kamber, G., J. Morley, and B. Wong. 2018. Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. Review of Economics and Statistics 100: 550–566.
Lubik, T. A., and F. Schorfheide. 2004. Testing for Indeterminacy: An Application to US Monetary Policy. The American Economic Review 94: 190–217.
Murchison, S., and A. Rennison. 2006. ToTEM: The Bank of Canada’s New Quarterly Projection Model. Bank of Canada.
Murray, C. J. 2003. Cyclical Properties of Baxter-King Filtered Time Series. Review of Economics and Statistics 85: 472–476.
Nelson, C. R. 2008. The Beveridge–Nelson Decomposition in Retrospect and Prospect. Journal of Econometrics 146: 202–206.
Shimer, R. 2009. Convergence in Macroeconomics: The Labor Wedge. American Economic Journal: Macroeconomics 1: 280–297.
Singleton, K. J. 1988. Econometric Issues in the Analysis of Equilibrium Business Cycle Models. Journal of Monetary Economics 21: 361–386.
Slanicay, M. 2016. A Proposal for a Flexible Trend Specification in DSGE Models. Review of Economic Perspectives 16: 73–85.
Smets, F., and R. Wouters. 2003. An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area. Journal of the European Economic Association 1: 1123–1175.
Smets, F., and R. Wouters. 2004. Forecasting with a Bayesian DSGE Model: An Application to the Euro Area. JCMS: Journal of Common Market Studies 42: 841–867.
Smets, F., and R. Wouters. 2007. Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review 97: 586–606.
Whelan, K. 2006. New Evidence on Balanced Growth, Stochastic Trends, and Economic Fluctuations. MPRA Paper No. 5910.
- Woodford, M. 2003. Interest and Prices. Princetion: Princetion University Pres
Paper not yet in RePEc: Add citation now